Michael Rockner – författare
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7 produkter
Fokker-Planck-Kolmogorov Equations
Av Vladimir I. Bogachev, Nicolai V. Krylov m. fl.
Häftad, 2015
1800 kr
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This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness …
Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts
Av Michael Rockner, Viorel Barbu
E-bok, 2024
868 kr
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This book delves into a rigorous mathematical exploration of the well-posedness and long-time behavior of weak solutions to nonlinear Fokker-Planck equations, along with their implications in the theory of probabilistically weak solutions to McKean-Vlasov stochastic differential equations and the …
Stochastic Partial Differential Equations: An Introduction
E-bok, 2015
897 kr
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This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or …
Stochastic Porous Media Equations
Av Michael Rockner, Giuseppe Da Prato m. fl.
E-bok, 2016
797 kr
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Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous …
Concise Course on Stochastic Partial Differential Equations
Av Michael Rockner, Claudia Prevot
E-bok, 2007
571 kr
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These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the …
SPDE in Hydrodynamics: Recent Progress and Prospects
Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, August 29 - September 3, 2005
Av Yakov G. Sinai, Franco Flandoli m. fl.
E-bok, 2008
510 kr
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Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Sergio Albeverio describes deterministic and stochastic models of hydrodynamics. In the second course, Franco Flandoli starts from 3D Navier-Stokes …
Introduction to the Theory of (Non-Symmetric) Dirichlet Forms
Av Michael Rockner, Zhi-Ming Ma
E-bok, 2012
1059 kr
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The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilistic part of the theory up to and including the construction of an associated Markov process. It is …